+88.3%
EXPE vs WY
-20.4%
+108.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -11.5% | -1.7% | -9.8% | -10.6% |
| 30D | -13.1% | -9.9% | -3.2% | -7.8% |
| 3M | +18.1% | -7.5% | +25.7% | +23.3% |
| 6M | +13.3% | -5.1% | +18.4% | +16.0% |
| YTD | -3.2% | -2.1% | -1.1% | -4.2% |
| 1Y | +26.1% | -7.3% | +33.5% | +29.0% |
| 3Y | +151.7% | -22.6% | +174.4% | +180.0% |
| 5Y | +88.3% | -19.8% | +108.1% | +108.3% |
| All | +88.3% | -20.4% | +108.8% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling